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A new routing method, known as active routing, has been emerging. This involves using active packets to configure customized network paths. Based on a Markov decision model, this paper presents an active routing service for active networks in general and the next generation network, called ISDN3, in particular. Our aim is to determine the active routing policy so as to minimize the network cost. Theoretical analysis is presented to show the advantages of our proposal as compared with three other approaches.